The 2005 Neyman lecture: dynamic indeterminism in science

DOI10.1214/07-STS246zbMATH Open1327.62031arXiv0808.0620OpenAlexW2950223378MaRDI QIDQ900484FDOQ900484

David R. Brillinger

Publication date: 22 December 2015

Published in: Statistical Science (Search for Journal in Brave)

Abstract: Jerzy Neyman's life history and some of his contributions to applied statistics are reviewed. In a 1960 article he wrote: ``Currently in the period of dynamic indeterminism in science, there is hardly a serious piece of research which, if treated realistically, does not involve operations on stochastic processes. The time has arrived for the theory of stochastic processes to become an item of usual equipment of every applied statistician. The emphasis in this article is on stochastic processes and on stochastic process data analysis. A number of data sets and corresponding substantive questions are addressed. The data sets concern sardine depletion, blowfly dynamics, weather modification, elk movement and seal journeying. Three of the examples are from Neyman's work and four from the author's joint work with collaborators.

Full work available at URL: https://arxiv.org/abs/0808.0620

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zbMATH Keywords

synthetic datasimulationtime seriespopulation dynamicsstochastic differential equationsJerzy Neymanelkanimal motionATV motionlifetablemonk sealsardinessheep blowfliesweather modification

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Foundations and philosophical topics in statistics (62A01) History of mathematics in the 20th century (01A60) History of statistics (62-03)

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• Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong
• Time series analysis via mechanistic models

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